Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1792189.0926 | 1785446.1594 | 6742.9333 | 5761248.2277 | 21788530.9176 | -16027282.6899 |
Total P&L (%) | 1792.1891 | 1785.4462 | 6.7429 | 5761.2482 | 21788.5309 | -16027.2827 |
Avg Daily Profit (%) | 0.9632 | 0.9596 | 0.0036 | 0.219 | 0.29 | 0 |
Buy And Hold Return (%) | 6983.8008 | 6983.8008 | 6983.8008 | 6983.8008 | 6983.8008 | 6983.8008 |
Max Trade Drawdown | -127821 | -65988 | -172767 | -24735479 | -13148455 | -30117479 |
Profit Factor | 3.8193 | 7.494 | 1.0187 | 1.0835 | 1.6989 | 0.5758 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 45.2632 | 46.8085 | 43.75 | 45.2632 | 46.8085 | 43.75 |
Ratio Avg Win / Avg Loss | 4.6186 | 8.5159 | 1.3097 | 1.3103 | 1.9306 | 0.7404 |
Largest Winning Trade | 1069213 | 1069213 | 62361 | 22756709 | 22756709 | 4907396 |
Largest Losing Trade | -64361 | -30935 | -64361 | -12134584 | -5647586 | -12134584 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 77 | 94 | 59 | 77 | 94 | 59 |
Avg Bars in Losers | 37 | 29 | 45 | 37 | 29 | 45 |
Bars Traded | 5268 | 2798 | 2470 | 5268 | 2798 | 2470 |
Profit Streak | 0 | 100.8461 | 0 | 0 | 100.8461 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147129 | -144544 | -556061 | -287795 | 303196 | -583119 |
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{ "first_band": { "type": "sma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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